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Probabilistic analysis of strip footings resting on spatially varying soils using

kriging metamodeling and importance sampling

Article  in  Computers and Geotechnics · July 2019

DOI: 10.1016/j.compgeo.2019.103107

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 Probabilistic Analysis of Strip Footings Resting on Spatially Varying Soils

using Kriging Metamodeling and Importance Sampling

By

Abdul-Hamid Soubra, Tamara Al-Bittar, Jawad Thajeel and Ashraf Ahmed

Abstract: This paper aims at computing the probability of failure of strip footings resting on

a spatially varying soil and subjected to a vertical load. The active learning reliability method (called

AK-IS) which is a combination of Kriging metamodeling and importance sampling (IS) is used. The

AK-IS technique significantly reduces the computation time with respect to the classical active

learning reliability technique (called AK-MCS) combining kriging with Monte Carlo Simulations

(MCS) by sampling around the design point. It was shown that the critical realization corresponding

to the design point exhibits a perfect symmetry about the central vertical axis of the foundation.

Keywords: strip footing, bearing capacity, spatial variability, kriging, importance sampling,

probability of failure.

I. Introduction

The computation of the failure probability Pf of geotechnical structures is generally performed

in literature using the crude Monte Carlo Simulations (MCS) or a variance reduction technique (e.g

[1-11]). Despite of being robust and accurate, MCS shows a low efficiency when considering

practical problems with small Pf values especially if a small value of the coefficient of variation on

this failure probability is desired. This is due to the large population required in this case thus leading

to a significant number of evaluations of the performance function. For instance, one million of

samples are required for the computation of Pf values in the order of 10-4 for a coefficient of

1
variation on Pf of 10%. Furthermore, when dealing with spatially varying soil properties as is the

case in the present paper, the evaluation of the performance function is generally based on

computationally expensive finite element/finite difference codes. This naturally leads to a high

computational cost. The variance reduction techniques such as subset simulation (SS) or asymptotic

sampling (AS) significantly reduce the required number of evaluations of the performance function

with respect to the crude MCS; however, these methods remain quite expensive for the computation

of the failure probability of computationally-expensive mechanical models.

Recently, several metamodeling techniques have been developed for the probabilistic analysis

of engineering systems such as the polynomial chaos expansion and its extension the sparse

polynomial chaos expansion, the artificial neural networks, the support vector machine and the

kriging. These techniques have shown high efficiency when the user is interested in the computation

of the first two statistical moments (i.e. the mean and the standard deviation) of the system response

[e.g. 12-15]. Notice however that for problems involving the computation of small failure

probabilities, a large set of sample points is required to accurately construct the meta-model in the

zone of interest for the computation of the failure probability (i.e. the tail distribution). This task is

time-consuming when the performance function is evaluated using a computationally expensive

finite element/finite difference code as is the case in the present paper.

In order to overcome the shortcoming of the above-mentioned methods related to the large

number of calls to the mechanical model, a combined use of a metamodeling technique with a

simulation-based method (e.g. Monte Carlo, importance sampling, subset simulation) was proposed

by several authors [cf. 16-22]. Among these methods, a combined use of a kriging metamodeling

technique with a Monte Carlo Simulation (MCS) methodology was suggested by Echard et al. [18].

This method is an active learning reliability method combining kriging and Monte Carlo simulation

(called AK-MCS). It overcomes the shortcomings of the crude MCS and the kriging metamodeling

technique when used separately. This method consists in constructing a meta-model (i.e. an

2
analytical equation which substitutes the original mechanical model) based on a relatively small

number of calls to the computationally expensive mechanical model. The computation of the failure

probability may thus be easily performed using this meta-model. It should be emphasized here that

AK-MCS makes use of a powerful learning function (based on the kriging mean prediction and the

kriging variance prediction) for the selection of the ‘best’ samples to be evaluated by the

computationally expensive mechanical model.

Echard et al. [18] have illustrated the efficiency of the AK-MCS method through the

computation of the failure probability for some academic examples for which the system response is

known analytically (i.e. where the computation time of the corresponding performance function is

quasi-negligible). Later on, [23] used the AK-MCS technique by Echard et al. [18] for the

computation of the failure probability against soil punching of a strip footing resting on a spatially

varying soil. This problem required the use of a computationally expensive mechanical model based

on numerical simulations for the computation of the performance function. A much reduced number

of calls to the mechanical model was obtained when using the AK-MCS method as compared to the

commonly used variance reduction techniques.

Although AK-MCS significantly reduces the computation time with respect to the variance

reduction techniques and the meta-modeling techniques, the computation time of this method

remains important. This is because the kriging predictions (mean prediction and variance prediction)

via the meta-model should be evaluated for the whole Monte Carlo population each time a ‘best’ new

sample (called hereafter added sample) is to be selected for evaluation by the mechanical model.

This makes the AK-MCS time-consuming especially when dealing with the small practical values of

the failure probability. This statement was also reported by Echard et al. [18]. In order to overcome

the inconvenience related to the huge number of predictions by the meta-model, this paper makes use

of the active learning method combining kriging with importance sampling IS (called AK-IS

procedure) suggested by Echard et al. [19]. The aim is to perform a probabilistic analysis of the same

3
problem considered by [23] with a more powerful probabilistic technique. In the framework of this

approach, the small failure probability can be estimated with a similar accuracy as AK-MCS but

using a much smaller size of the population (i.e. a much smaller number of calls to the kriging meta-

model each time a new sample is to be selected for evaluation by the mechanical model) because the

sampling population is centered at the design point. This reduced number of calls to the kriging

meta-model naturally leads to a reduction in the computation time with respect to AK-MCS approach

especially for the very small values of the failure probability that require a significant number of

added samples.

Contrarily to [19] where the determination of the design point for importance sampling

computation is straightforward (because the performance function used by these authors was given

by an analytical equation), the computation of the design point becomes an issue in the present case

of spatially varying soil properties where an analytically-unknown performance function with several

random variables is involved in the analysis. This paper presents a simple and non-expensive

iterative procedure based on kriging metamodeling for the determination of the design point in the

present case of a spatially varying soil medium characterized by a quite large number of random

variables. This is followed by the enrichment process to lead to a sufficiently accurate meta-model

for the computation of the failure probability.

The soil cohesion and angle of internal friction were considered as random fields. The

Expansion Optimal Linear Estimation (EOLE) methodology was used to generate these two random

fields. As mentioned above, the mechanical model used in the probabilistic analysis was the one

presented in [23]. It is based on numerical simulations using the finite difference code FLAC3D. The

same deterministic and uncertain parameters considered in [23] were also conserved in this paper for

comparison purposes.

The paper is organized as follows: The next two sections aim at presenting EOLE methodology

and the proposed AK-IS procedure in the case of geotechnical structures involving spatially varying

4
soil properties. This is followed by the probabilistic results. After a validation of the present AK-IS

approach via a simple academic example, some probabilistic results involving a strip footing resting

on a spatially varying soil are presented and discussed. The paper ends with a conclusion of the main

findings.

II. The Expansion Optimal Linear Estimation (EOLE) methodology

The Expansion Optimal Linear Estimation (EOLE) method by [24] is used herein to discretize the

two random fields of c and φ. The present two random fields are denoted by Z iNG (x , y ) ( i  c ,  ).

They are described by two non-Gaussian marginal cumulative density functions Gi ( i  c ,  ) and a

common square exponential autocorrelation function  ZNG [(x, y), (x', y')] as follows:

  x  x ' 2  y  y ' 2 
 NG
[( x, y), ( x ', y ')]  exp        (1)
Z
  ax   a y  


where ax and ay are the autocorrelation distances along x and y respectively.

In the present discretization method, one should first define a stochastic grid composed of N q

grid points (or nodes). The common non-Gaussian autocorrelation matrix  NG

 ;
computed using

equation (1) should be transformed into the Gaussian space using the Nataf correction functions

proposed by [25]. As a result, one obtains two Gaussian autocorrelation matrices c ;  and  ;  that

can be used to discretize the two Gaussian random fields at any point using the following equations:

 ji
.   ji 
M
Z i (x , y )  µi   i 
T
.iZ ( x , y );  i  c,  (2)
j 1  i
j

where µi and  i ( i  c ,  ) are respectively the mean and standard deviation values of the two

random fields,  ij ( i  c ,  ; j=1, …, M) are two blocks of independent standard normal random

variables,  ij ,  ij ( i  c ,  ; j=1, …, M) are the eigenvalues and eigenvectors of the two Gaussian

autocorrelation matrices c ;  and  ;  respectively, iZ ( x , y ); is the correlation vector between the

5
values of the random field at the different nodes and its value at an arbitrary point (x, y) as obtained

using Equation (1), and finally M is the number of terms (expansion order) retained in the EOLE

method. This number will be determined later in this section based on the variance of the error. Once

the two Gaussian random fields (i.e. equation 2) are obtained, they should be transformed to the non-

Gaussian space by applying the following formula:


Z iNG (x , y )  G i1   Z i (x , y )   i  c,  (3)

where  (.) is the standard normal cumulative density function. It should be mentioned here that the

series given by Equation (2) are truncated for a number of terms M (expansion order) smaller than

the number of grid points N q , after sorting the eigenvalues  cj and  j (j=1, …, N q ) in a

descending order. This number should assure that the variance of the error is smaller than a

prescribed tolerance. Notice that the variance of the error for EOLE for a given number s of terms is

given by [24] as follows:

 
2 
    
s 2
1
Var  Z i ( x, y )  Z i ( x, y )    Z  1   i
T
  i
iZ ( x , y );  (i  c,  ) (4)
j 1  j
j


where Zi ( x, y) and Z i (x , y ) are respectively the exact and the approximate values of the random

fields at a given point (x, y). In this paper, a maximal value of 5% was adopted for the variance of

the error when discretizing the two random fields (see column 3 of Table 5).

III. Proposed AK-IS procedure for geotechnical structures involving spatially

varying soil properties

This paper aims at extending the AK-IS approach by [19] to the case of a spatially varying soil

where the computationally expensive mechanical model based on FLAC3D software is used in the

analysis. Details on kriging metamodeling were not provided herein and the reader may refer to [26]

or to different recently published papers where kriging metamodeling is used as in [18-19] and [23].

Also, the details on AK-IS as presented by [19] is not provided herein in order to avoid repetition.

6
Only its extension to the case of spatially varying soil properties was presented in some details in this

paper. It should be mentioned here that the random response predicted by a kriging surrogate model

is a Gaussian variate G N  G ,  G2  where G and  G2 are the mean prediction and the

corresponding mean square error (kriging variance) respectively. The variances of the training

samples are zero, but the variances of the other samples are always different from zero.

The present AK-IS procedure consists of two main stages. First, the most probable failure point

(design point) is determined using an approximate kriging meta-model based on a small number of

samples. Second, the obtained approximate kriging meta-model is successively improved via an

enrichment process (by adding each time a new sample selected from a probability density function

hx (X ) centered at the design point) until reaching a sufficiently accurate meta-model for the

computation of the failure probability. These two stages are described in more details in the next two

subsections.

III.1. Determination of the design point

When dealing with problems that are characterized by an explicit performance function, the

design point may be easily determined by minimizing the Hasofer-Lind reliability index subjected to

the constraint that the performance function equal to zero (see [19]). Notice however that when

dealing with analytically-unknown performance functions with several random variables (as is the

case in the present work where spatially varying soil properties are involved in the analysis), the

determination of the design point is less straightforward. The problem is even more difficult when a

high-dimensional stochastic problem is involved (cf. [27]). Indeed, the discretization of the two

random fields of c and φ leads to a significant number of standard normal random variables (between

6 and 62 random variables) as it will be shown later in this paper. The large number of random

variables requires a significant number of calls to the mechanical model for the determination of the

design point.

7
 In order to determine the design point in the present work using a relatively small number of

calls to the mechanical model, an iterative procedure based on kriging metamodeling was proposed.

This procedure may be described as follows (see also the flowchart presented in Figure 1):

1. Generate a large MCS population of N Mc samples (say N Mc =500,000 samples) of M standard

Gaussian random variables  ,...,  ,  ,...,   ,..., 

1
1
1
M
2
1
2
M
N Mc
1
,...,  MN Mc  where M is the

number of random variables adopted in EOLE methodology for the discretization of both c and

 . It should be emphasized here that each sample of M standard Gaussian random variables

provides (when substituted into Equations 2 and 3) typical spatial variations of c and  that

respect the correlation structure of these fields, i.e. the so-called ‘realizations’ of c and  . The

difference between the different realizations lies in the position of the weak and strong soil

zones although all realizations respect the correlation structure of the corresponding random

fields.

2. From the generated population, randomly select a small number of samples (say N1=20 samples)

of M standard Gaussian random variables. Then, use EOLE methodology to transform each

sample into realizations of c and φ that provide the spatial distribution of the soil cohesion and

angle of internal friction respectively. These realizations are obtained through the computation

of the values of c and  at the centroids of the different elements of the FLAC3D mesh using

Equations (2) and (3).

3. Use the software FLAC3D to calculate the performance function value corresponding to each

sample (the performance function used herein is presented later in equation (10) of this paper).

Based on DACE toolbox, construct an initial approximate kriging meta-model in the standard

space using the N1 samples and the corresponding performance function values.

8
4. Find the minimum value of the Hasofer-Lind reliability index and the corresponding design point

by making use of the already-obtained kriging meta-model and by employing the Generalized

Pattern Search (GPS) algorithm within the global optimization toolbox available in Matlab.

5. Generate a small number of samples (5 samples are used in this work) of M standard Gaussian

random variables according to a multivariate standard Gaussian distribution. Then, translate these

samples such that the obtained samples follow a shifted multivariate Gaussian distribution having

a mean vector whose components are equal to the coordinates of the design point in the standard

coordinate system. After the generation of the five samples, transform each sample into

realizations of c and  that provide the spatial distribution of the soil cohesion and angle of

internal friction respectively. Finally, for each one of the five samples, compute the

corresponding value of the performance function using FLAC3D.

6. Construct a new kriging meta-model in the standard space using all samples of standard Gaussian

random variables generated so far (i.e from step (2) to step (5)).

7. Compute an updated Hasofer-Lind reliability index and its corresponding tentative design point

using the obtained kriging meta-model.

8. Steps 5 to 7 are repeated several times until the absolute difference between two successive

values of the Hasofer-Lind reliability index becomes smaller than a given tolerance. The required

number of iterations is denoted hereafter as N2. Consequently, the DoE (which is considered in

this paper to represent the number of samples needed to obtain the final design point) is given by

DoE = N1 + 5 × N2.

It should be emphasized that the aforementioned procedure does not intend to accurately determine

the performance function over the entire design space but it focuses on the computation of the design

point using a relatively small number of evaluations of the computationally expensive mechanical

model. Notice that this procedure was not suggested in [23] because one does not need to determine

the design point when dealing with AK-MCS approach. Notice also that the number N1=20 samples

9
used in this procedure was arbitrarily chosen as an initial guess that can be increased if necessary, the

objective being the construction of an initial approximate meta-model that is suitable for the

determination of a first tentative design point using a limited number of calls to the mechanical

model.

Figure 1. Flowchart of the proposed AK-IS procedure (Stage 1: Determination of the design point)

10
III.2. Enrichment process

Further improvement of the already-obtained kriging meta-model is achieved in this stage via

an enrichment process. Referring to Figure (2), the enrichment process can be explained by the

following steps:

1. Generate a population of N IS samples (say N IS =10,000 samples) of M random variables

according to the PDF hx (X ) of a multivariate standard Gaussian distribution shifted to the

obtained design point, M being the number of random variables needed by EOLE methodology

to discretize the two random fields c and  . Notice that the samples generated by IS are called

hereafter candidate samples. Among these samples, only a few ones are computed by the

mechanical model; however, all the candidate samples are calculated by the meta-model each

time a new added sample is to be selected for evaluation by the mechanical model, as it will be

shown below. Notice also that the population size N IS is relatively small herein as compared to

the one generated in the AK-MCS procedure by [23] where N Mc =500,000 samples; however,

both populations may lead to relatively close values of the coefficient of variation on Pf as it

may be seen from the numerical results of AK-MCS and AK-IS approaches.

2. Use the DACE toolbox in order to compute (for the whole population containing the N IS

samples) both the kriging predictor values G and their corresponding kriging variance values

 G2 using the obtained meta-model. From the obtained values of the kriging predictors G ,

obtain an estimation of the probability of failure using the following equation:

fx X  1 N IS
f X 
Pf   I F X 
hx X 
hx X  dX 
N IS
 I X  h X 
i 1
F i
x i
(5)
 x i

in which I F (X ) is the indicator function ( I F (X )  1 when G (X )  0 and I F (X )  0 when

G (X )  0 ), f x X  is the PDF of the initial multivariate standard Gaussian distribution,

11
 hx (X ) is the PDF of the shifted multivariate Gaussian distribution and NIS is the number of

samples. Notice that the values of G ( X ) are calculated using the obtained values of the kriging

mean predictors G . The accuracy of Pf is measured by its coefficient of variation COV Pf .  

This coefficient of variation is calculated as follows:

V ar  Pf 
COV  Pf   (6)
Pf

where Var (Pf ) is the variance of the failure probability estimate. It is calculated by the following

equation:

 N IS   fx Xi  
2
 
1  1
Var  Pf 
N IS  1  N IS
  IF
i 1 
Xi   
 X i  
  Pf 2 
 
(7)
   hx  

3. Identify among the whole population of N IS samples, the ‘best’ next candidate sample for

which one will compute the performance function value using FLAC3D. This is performed by

evaluating a learning function U for each sample in the population. The learning function U

usually employed in the kriging-based approaches is given by (cf. [18-19]):

G  X 
U Xi  i
i  1, ...., N IS (8)
G  X i 

The 'best' next sample is the one that has the smallest U value [i.e. min(U)]. It should be noted

here that the ‘best’ chosen sample is the one that mostly improves the limit state surface (G=0)

of the meta-model because min(U) searches for the sample that has a small kriging predictor (i.e.

a sample that is close to the limit state surface) and/or a high kriging variance (i.e. a high

uncertainty in the sign of its performance function value).

4. If the obtained minimum value of U is smaller than 2, evaluate the performance function value

based on FLAC3D for this ‘best’ candidate and update the DoE by adding the new ‘best’ sample.

Also, re-construct the kriging meta-model again with the updated DoE.

12
5. Repeat the steps 2 to 4 several times until the smallest U value becomes larger than 2. Notice

that the stopping criterion min (U)>2 corresponds to a maximal probability of making a mistake

on the sign of the performance function of (-2)=0.023 (see [18]).

At this stage, the learning stops and the meta-model is considered sufficiently accurate for the

computation of the failure probability. When the learning stops, one must compute the estimated

values of both the probability of failure Pf and its corresponding coefficient of variation COV  Pf 

using the obtained kriging meta-model. It should be emphasized here that the 10,000 evaluations of

the learning function U in step 3 were performed for each added sample since the meta-model is

continuously changing during the enrichment process. This number of evaluations is much smaller

than that used in AK-MCS (i.e. 500,000), thus leading to a much smaller computation time (for a

typical added sample) when using AK-IS instead of AK-MCS.

Input: Kriging model from stage 1

Generation of a population PIS of NIS (say 104) samples centered

at the design point P* obtained in stage 1

Computation of the Kriging prediction and its

corresponding kriging variance for all the samples in PIS
and estimation of using the signs of the predictions

Identification by the learning criterion of the next 'best'

sample x* in PIS to evaluate on G

Stopping
condition on learning

min (U)>2
No N Yes

Evaluation of x* on G and 1 G evaluation

update of the DoE and the Compute and By IS
kriging meta-model

Figure 2. Flowchart of the proposed AK-IS procedure (Stage 2: Enrichment process)

13
III.3. Numerical implementation

The comprehensive step-by-step procedure described above was implemented in Matlab

software. It includes the random field discretization by EOLE method, the determination of the

design point by an iterative procedure and the construction of a kriging meta-model for the

computation of the failure probability. The implemented Matlab procedure makes several calls to the

FLAC3D code for the computation of the system response (i.e. ultimate bearing capacity on a

spatially varying soil) or the corresponding performance function value for the different soil

realizations. The computation of the system response via FLAC3D software was not presented herein

to avoid repetition and the reader may refer to [12-13] for more details.

IV. Probabilistic numerical results

Before the presentation of the probabilistic results of a spatially varying soil, it seems

necessary to validate the present AK-IS procedure by comparison of its results with those obtained

by [19] when considering a simple analytical equation. This is the aim of the next subsection.

IV.1. Validation of the present AK-IS procedure via a simple analytical equation

This section focuses on the validation of the present AK-IS procedure through an analytical

example. The corresponding performance function is given as follows:

G  u1 , u 2   0.5  u1  u 2   1.5  u 2  5   3
2 3
(9)

where u 1 and u 2 are two standard normal random variables. A comparison between the results

obtained by the present AK-IS procedure and those provided by [19] was presented in Table 1.

Notice that in [19], the design point was determined using the classical FORM analysis based on the

analytical equation of the performance function. However; in the present AK-IS procedure, this

design point is determined by employing the iterative procedure proposed in the previous section.

The aim is to check and validate the proposed iterative procedure which will be employed hereafter

in the complex case of the spatially varying soil properties.

14
 As may be seen from Table 1, the approximate kriging meta-model (which was needed for the

determination of the design point) was constructed using an initial design of experiments of 15

samples and five iterations with 2 samples per iteration. The enrichment process required 4

additional samples. Thus, the total number of samples (or the number of calls to the performance

function) needed in our procedure is equal to 29 samples. This number is close to that needed by the

classical FORM analysis by [19] (i.e. 26 samples) with the advantage that the present approach may

be applied to analytically-unknown performance functions.

As a conclusion, the iterative procedure proposed in this paper for the computation of the

design point can be considered as a powerful tool and may be used for more complex cases involving

spatially varying soil properties.

Table 1. Probabilistic outputs and the corresponding number of calls to the performance function Ncalls as
obtained from the two AK-IS methods

Method Ncalls Pf  10-5 COV  Pf  (%)  HL Design point

(u1, u2)
AK-IS by [19] 19 (DoE) + 7 2.86 2.39 3.93 (0.788, 3.853)
(enrichment)=
26 samples
Present AK-IS 15 + (2  5) + 4 2.83 2.40 3.93 (0.786, 3.853)
approach =29 samples

IV.2. Probabilistic results in the case of a spatially varying soil

This section aims at presenting the impact of the soil spatial variability on the failure probability

against soil punching of a strip footing subjected to a vertical loading. The soil cohesion c and angle

of internal friction φ were modeled as two non-isotropic non-Gaussian random fields. The EOLE

methodology was used to discretize the two random fields. The illustrative statistical parameters of

these two random fields are presented in Table 2. Recall here that the same autocorrelation function

(square exponential) was used for both c and φ. Notice also that the soil dilation angle ψ was

considered to be related to the soil angle of internal friction φ by 2/3. This means that the soil

15
dilation angle was implicitly assumed as a random field that is perfectly correlated to the soil angle

of internal friction random field.

Table 2: Illustrative statistical parameters of the uncertain soil properties

Coefficient of variation Probability density
Random fields Mean value (  )
COV (%) function (PDF)
Soil cohesion (c) 20 kPa 25 Lognormal
Soil friction angle (  ) 30o 10 Beta

The performance function employed in the analysis is given by the following equation:

qu
G 1 (10)
qs
where qu is the ultimate bearing capacity computed using FLAC3D model making use of the

generated realizations of c and , and qs is the footing applied loading. Concerning the mechanical

model, a strip footing of breadth B=1m that rests on a soil domain of width 13B and depth 5B was

considered in the analysis. As mentioned above, this mechanical model was not provided herein and

the reader may refer to [12-13].

Finally, notice that the number N IS of samples used in most subsequent configurations was

equal to 10,000 samples. This number was found to provide (for these configurations) a small value

of the coefficient of variation on the failure probability (<5%) as it will be shown later. The small

size of the sampling population may be explained by the fact that the sampling is performed

according to a probability distribution that is centered at the design point leading to a much larger

number of samples lying in the failure domain as compared to AK-MCS methodology.

IV.2.1. Evolution of the limit state surface during the computational process

As was previously mentioned in this paper, the AK-IS procedure consists of two main stages:

The first stage (called stage 1) consists in computing the design point from an approximate kriging

meta-model constructed using a small number of samples. In the second stage (called stage 2), the

approximate meta-model is successively improved through an enrichment process. In this section,

the evolution of the limit state surface with the addition of new samples (or realizations) during the

16
two stages (i.e. stage 1 and stage 2) was investigated (see Figures 3 and 4). A typical case where

ax=10,000m and ay=10,000m was considered in these figures. This configuration was chosen

because it requires only two random variables and thus, the limit state surface can be easily

visualized since only a two-dimensional space is needed in this case.

Figure 3 presents the evolution of the limit state surface with the addition of new samples

during the different iterations of stage 1. Also, Table 3 presents the evolution of the reliability index

 HL for the different iterations. This table shows that the accurate value of the reliability index was

obtained from the first iteration in the present case of a homogeneous soil where ax=ay=10,000m.

Notice however that a larger number of iterations was found necessary (N2 is between 3 and 13) for

spatially varying soil mediums as may be seen from the sixth column of Table 5. It should be

remembered here that only the point of the limit state surface which is the closest one to the origin of

the standard coordinates system is expected to be correct at the end of the first stage of AK-IS; the

other points of this limit state being in general not correctly estimated within this stage.

Figure 3. Evolution of the limit state surface with the addition of new samples during the different
iterations of stage 1 when ax=ay=10,000 m

17
 Case  HL
Initial DoE = 20 samples 2.6205
Initial DoE + 5 samples of iteration 1
2.6345
= 25 samples
Initial DoE + 5 samples of iteration 1
+ 5 samples of iteration 2 2.6340
= 30 samples
Table ‎3. The evolution of the reliability index for the different iterations

Figure 4 presents the evolution of the limit state surface with the addition of new samples

(from zero to 28 samples) during stage 2; the number 28 being the needed number of added

realizations during the enrichment process. From this figure, one may notice that the limit state

surface is successively improved with the addition of new samples. Notice however that for the last

two iterations, the two curves representing the limit state surface are coinciding. Thus, the limit state

surface cannot be further improved beyond 24 samples. This means that there is no bias in the meta-

model beyond 24 samples.

Figure ‎4. Effect of the number of added samples during the enrichment process on the limit state
surface when ax=ay=10,000 m

Table 4 presents the evolution of the probability of failure Pf and its corresponding

coefficient of variation COV Pf   as function of the added samples.

18
 Table ‎4. The evolution of the probability of failure and its corresponding coefficient of variation as a
function of the added samples during the enrichment process
Number of added samples Pf × 10-3 COV  Pf  %
0 3.606 1.957
4 4.589 1.736
8 4.171 1.763
12 4.111 1.878
16 3.919 1.772
20 3.828 1.772
24 3.830 1.771
28 3.830 1.771
 
This Table shows that the values of Pf and COV Pf converge after the addition of 24 samples.

This is in conformity with Figure 4 in which no further improvement in the limit state function was

obtained between the last two iterations.

IV.2.2. Evolution of the probabilistic outputs during the enrichment process

First of all, recall here that the failure probability is computed each time a new sample is added

during the enrichment process. Figure 5 shows the effect of the number of added samples in the

enrichment process on Pf and COV  Pf  values for a typical case where ax=10m and ay=1m. This

figure also provides the learning function values for the different added samples. The configuration

(ax=10m and ay=1m) was studied because it represents a practical case requiring a significant number

of random variables (32 random variables in the present case as it may be seen from Table 5).

Figure 5 shows that both Pf and COV  Pf  vary for the small number of added samples. This

is due to the inaccuracy of the kriging meta-model when only a small number of realizations were

considered. Notice however that both Pf and COV  Pf  tend to converge to a constant value as the

number of added samples increases. It should be mentioned here that 921 samples were needed in the

enrichment process in addition to the DoE before the algorithm stops (i.e. [min(U)]>2). The final

obtained values of Pf and COV  Pf  are respectively 1.628×10-3 and 2.99%.

19
 -3
x 10
2 0.04

0.035
1.5

COV(Pf)
0.03
Pf

1
0.025

0.5 0.02
0 200 400 600 800 1000 0 200 400 600 800 1000
Number of added realizations Number of added realizations

1.5
Value of U

0.5

0
0 200 400 600 800 1000
Index i of the added realization

Figure 5. AK-IS results for a spatially varying soil (ax=10 m, ay=1 m)

As may be seen from Figure 5, the values of Pf and COV  Pf  reach an asymptote when the

number of added samples is equal to 823. An additional increase in the number of added samples

does not lead to a significant change in the values of Pf and COV  Pf  . This means that when the

number of added samples becomes equal to 823, the kriging meta-model is accurate enough (i.e. with

no bias) and it can be used to calculate a rigorous value of the failure probability.

Figures (6.a and 6.b) present two typical non-critical realizations of the soil shear strength

parameters corresponding to the safe (G>0) and failure (G<0) domains respectively for the adopted

reference case (i.e. when ax=10m and ay=1m). On the other hand, Figure (6.c) presents the critical

realizations of the soil shear strength parameters corresponding to the obtained design point for the

same configuration.

Contrary to Figures (6.a and 6.b), Figure (6.c) exhibits a symmetrical distribution of the soil

shear strength parameters with respect to the central vertical axis of the foundation. The weaker soil

20
zone is concentrated around the foundation while the stronger soil is far from the foundation. The

weak soil zone under the foundation allows the failure mechanism to easily develop through this

zone thus reflecting the most prone soil to punching. Concerning the non-critical realizations

(corresponding to G>0 or G<0), it can be observed that the realizations corresponding to the safe

domain exhibits high values of the shear strength parameters (cf. Figure 6.a). The high shear strength

parameters resist soil punching and lead to footing safety. On the contrary, smaller values of shear

strength parameters were encountered in the soil mass when dealing with the realizations

corresponding to the failure domain (cf. Figure 6.b). This allows the failure mechanism to easily

develop in the soil leading to soil failure.

In order to better visualize and interpret the distribution of the soil shear strength in the soil

mass, Figure (7) presents the distribution of the soil cohesion and friction angle along a vertical

section (taken at the center of the footing) for the realizations presented in Figure (6). As may be

seen from Figure (7), the non-critical realizations show more fluctuations than the critical realization

corresponding to the design point, with large values in the safe realization and small values in the

realization corresponding to failure. The distribution of the shear strength parameters corresponding

to the critical realization was shown to present fluctuations in the upper part of the soil profile near

the foundation (i.e. in the depth affected by the soil failure mechanism) and tends to be nearly

uniform in the lower part of the soil. One may also see that smaller values of the soil shear strength

parameters were found in the upper part of the soil mass for this critical realization thus allowing the

failure mechanism to easily develop within this zone. Higher values of the soil shear strength

parameters were observed in the lower part of the soil mass far from the foundation, this zone having

negligible influence on the bearing capacity of the foundation.

21
 (a)

(b)

(c)

Figure 6. Typical realizations (a) safe domain, (b) failure domain and (c) design point

22
 Figure 7. Vertical cross-section at the footing center

IV.2.3. Parametric study

This section aims at presenting the effect of the autocorrelation distances of the random fields

on the probabilistic outputs (i.e. the failure probability and the reliability index).

Figure‎ 8 presents the effect of the isotropic autocorrelation distance (ax=ay) on Pf and  HL as

obtained from AK-MCS and AK-IS methodologies. Also, Figures 9 and 10 present the effect of the

autocorrelation distance (ay or ax) on Pf and  HL as obtained from the same two methodologies.

Remember here that the AK-MCS results are those provided by Al-Bittar et al. [23]. However, the

AK-IS results are those obtained in the present paper. From Figures 8, 9 and 10, one may observe

that the two methods lead to similar results. The maximal percent difference between the two

approaches is smaller than 7 %.

23
 Figure 8. Effect of the isotropic autocorrelation distance ax=ay on Pf and  HL

Figure 9. Effect of the vertical autocorrelation distance ay on Pf and  HL when ax =10 m

Figure 10. Effect of the horizontal autocorrelation distance ax on Pf and  HL when ay=2 m

The values of the probabilistic outputs obtained by AK-IS approach and corresponding to the

different soil variabilities were given in Table 5. Columns 2 and 3 of Table 5 provide the number of

24
random variables (or the number of eigenmodes) and the corresponding variance of the error of

EOLE methodology for different values of the autocorrelation distances. Columns 4, 5, 6, 7 and 8 of

the same table provide the failure probabilities, the corresponding values of the coefficient of

variation, the size of the DoE (where DoE = N1 + 5 × N2), the number of added realizations and the

total number of calls to the mechanical model [i.e. DoE + Number of added realizations]. Remember

here that a maximal value of 5% was adopted in this paper for the variance of the error of EOLE

methodology. As may be seen from Table 5, the required number of random variables is small for

the very large values of the autocorrelation distances and significantly increases for the small values

of the autocorrelation distances.

Table 5 shows that the number N1=20 samples suggested in the flowchart of Figure 1 was

sufficient for moderate to large values of the autocorrelation distances; however, a higher number of

samples was found necessary when dealing with the two configurations corresponding to the small

values of the autocorrelation distances [i.e. (ax=ay=2m) and (ax=10m, ay=0.5m)] for which a large

number of random variables (about 60 random variables) was required. The greater number of

samples needed for the configurations corresponding to the small values of the autocorrelation

distances may be explained by the likely increasing non-linearity of the limit state surface for these

cases of very heterogeneous soils. It was found that adopting a value of N1 that is equal to the

number of eigenmodes is a suitable choice (to be able to obtain a first tentative design point) for

these configurations.

Table 5 also shows that the number of samples generated around the successive tentative

design points was equal to 5 as suggested in the flowchart of Figure 1. This small number of samples

was found sufficient even for the small values of the autocorrelation distances. This may be

explained by the fact that the initial construction of the approximate metamodel (that is used to

determine the first tentative design point) is the most difficult task when dealing with the

determination of the design point. Once an initial tentative design point was detected, the

25
determination of the subsequent tentative design points becomes quite straightforward. Furthermore,

the number of iterations that is needed to reach the final design point is quite small (between 3 and

13).

Concerning the IS sampling population, the adopted number NIS of samples determines the

coefficient of variation of the computed failure probability. The required number N IS of samples was

determined in this paper for the two following configurations [i.e. (ax=ay=3m) and (ax=10m,

ay=0.8m)] corresponding to moderate values of the autocorrelation distances. This number was based

on a small target value of the coefficient of variation on Pf of about 5%. It was found equal to about

10,000 samples. The number NIS=10,000 samples was then adopted for all the other configurations

corresponding to larger values of the autocorrelation distances (where larger values of the failure

probability are expected). The obtained values of the coefficient of variation for these configurations

were smaller than 5%. This is because for a prescribed number NIS of samples, the coefficient of

variation on the failure probability is smaller for the larger values of the failure probability. Finally,

notice that the two configurations [i.e. (ax=ay=2m) and (ax=10m, ay=0.5m)] corresponding to small

values of the autocorrelation distances and thus to quite small values of the failure probability have

led to large values of the coefficient of variation when adopting NIS=10,000 samples. Thus, an

increase in the number NIS of samples was needed for these cases. A number NIS of 30,000 samples

was adopted for these configurations. The resulting values of the coefficient of variation on the

failure probability were found to be smaller than 5%. The small values of the coefficient of variation

obtained in this paper (smaller than about 5% for all configurations) indicate that AK-IS leads to

accurate results.

Finally, one may observe from Table 5 that the number of added realizations (and the

corresponding total number of calls to the mechanical model) required to lead to a good

approximation of the kriging model seems to be larger for the smaller values of the autocorrelation

distance (because of the likely increasing nonlinearity of the meta-model in the case of highly

26
heterogeneous soils), although there is no regular increase in the number of added realizations with

the decrease in the autocorrelation distance. Indeed, this number depends on the evolution of the

kriging meta-model during the enrichment process.

IV.2.4. Comparison with other probabilistic approaches

In order to compare the Pf value obtained by the present AK-IS approach to that computed by

the crude MCS methodology, the reader may refer to the crude MCS results provided in Al-Bittar et

al. [23] for the reference case ax=10m and ay=1m. These MCS results were not detailed herein in

order to avoid repetition. Notice that 136,959 calls to the mechanical model were performed while

running the crude MCS methodology.

The values of Pf and COV  Pf  obtained from the crude MCS are respectively 1.701×10-3

and 6.54%. These values are to be compared with the present AK-IS results [i.e. Pf =1.628×10-3 and

COV  Pf  =2.99%] and the results obtained by Al-Bittar et al. [23] using AK-MCS approach [i.e.

Pf =1.656×10-3 and COV  Pf  =3.47%]. The results provided by the three approaches show good

agreement in term of the value of Pf . As a conclusion, the present AK-IS approach gives a quasi-

similar value of Pf as the crude MCS method (considered as a reference methodology for the

probabilistic analysis). Furthermore, AK-IS is more efficient than AK-MCS because of the smaller

sampling population adopted in this approach as compared to AK-MCS method. This leads to a

significant reduction in the computation time during the enrichment process as it will be explained

below.

27
 Table 5. Adopted number of random variables and the corresponding value of the variance of error of EOLE
together with the values of 𝑃𝑓 , 𝐶𝑂𝑉(𝑃𝑓 ), size of DoE, number of added realizations and number of calls to the
mechanical model for various soil variabilities
a. Case of an isotropic case (ax=ay)

Number Number of
ax=ay of
Variance
-3 COV  Pf  Size of DoE Number of
calls to the
of the Pf ×10 = N1 + 5 × N2 added
(m) random % mechanical
error % realizations
variables model
2 62 4.850 0.710 4.64 62+5×9 2128 2235
3 32 4.647 1.718 5.38 20+5×6 1076 1126
5 24 0.953 2.738 2.42 20+5×10 812 882
10 10 0.815 3.404 1.91 20+5×10 243 313
20 8 0.170 3.745 1.91 20+5×3 200 235
50 6 0.016 3.831 1.82 20+5×6 74 124
100 6 0.001 3.933 1.82 20+5×6 90 140

b. Case of an anisotropic case (ax=10 m with varying ay)

Number. Variance Number of
of of the COV  Pf  Size of DoE Number of
calls to the
ay (m) Pf × 10-3 added
random error % % = N1 + 5 × N2 mechanical
realizations
variables model
0.5 60 4.619 0.313 2.898 60+5×8 1937 2037
0.8 38 4.798 1.234 3.51 20+5×8 1192 1252
1 32 4.212 1.628 2.99 20+5×8 921 981
2 24 1.437 2.755 2.68 20+5×5 644 689
5 12 1.682 3.172 2.06 20+5×8 354 414
10 10 0.815 3.404 1.91 20+5×10 243 313
20 8 0.855 3.425 1.98 20+5×5 228 273
50 8 0.297 3.434 1.99 20+5×4 210 250
100 8 0.099 3.595 1.78 20+5×10 194 264

c. Case of an anisotropic case (ay=2 m with varying ax)

Number Variance Number of
of of the COV  Pf  Size of DoE Number of
calls to the
ax (m) Pf ×10-3 added
random error % % = N1 +5 × N2 mechanica
realizations
variables l model
2 62 4.850 0.710 4.64 62+5×9 2128 2235
5 30 4.101 2.221 2.65 20+5×13 988 1073
10 24 1.437 2.755 2.68 20+5×5 644 689
20 16 1.415 3.023 2.07 20+5×9 437 502
50 12 1.272 3.180 1.87 20+5×12 313 393
100 10 0.842 3.191 1.82 20+5×12 244 324

28
 The time required by the meta-model (for each added sample) to perform 500,000

evaluations of the learning function U in AK-MCS (where the learning function is based on the mean

prediction and the variance prediction by the meta-model) is more significant than that required to

perform 10,000 evaluations of this learning function in AK-IS as it was mentioned before.

Furthermore, the number of added samples (and the resulting total number of calls to the mechanical

model) in AK-IS is either greater or smaller than that needed in AK-MCS (see Table 6) but it

remains in the same order as the number of added samples needed in AK-MCS except for the

configurations corresponding to the very small values of the failure probability (because of the

greater number of samples close to the limit state surface in the case of AK-IS approach). As a

conclusion, the computation time required by AK-IS during the enrichment process (which is equal

to the number of added samples multiplied by the time required to compute the 10,000 evaluations of

the learning function U by the meta-model) is much smaller than that required by AK-MCS that

makes use of a quite similar number of added samples with a much greater computation time needed

for the 500,000 evaluations of the learning function U by the meta-model. For instance; when

considering the typical case where ax=10m and ay=2m, 12 days (in average) were necessary to

complete the AK-MCS computation, whereas only 3 days were needed in average to perform a

complete calculation using the AK-IS method.

29
Table ‎6. Number of added realizations and number of calls to the mechanical model as needed by AK-MCS and
AK-IS for various soil variabilities
a. Case of an isotropic case (ax=ay)

AK-MCS AK-IS
ax=ay Number of Number of calls Number of Number of calls to
(m) added to the mechanical added the mechanical
realizations model realizations model
2 742 762 2128 2235
3 995 1015 1076 1126
5 870 890 812 882
10 286 306 243 313
20 210 230 200 235
50 105 125 74 124
100 100 120 90 140

b. Case of an anisotropic case (ax=10 m with varying ay)

AK-MCS AK-IS
ay (m) Number of Number of calls Number of Number of calls to
added to the mechanical added the mechanical
realizations model realizations model
0.5 427 447 1937 2037
0.8 790 810 1192 1252
1 752 772 921 981
2 672 692 644 689
5 406 426 354 414
10 286 306 243 313
20 190 210 228 273
50 239 259 210 250
100 232 252 194 264

c. Case of an anisotropic case (ay=2 m with varying ax)

AK-MCS AK-IS
ax (m) Number of Number of calls Number of Number of calls
added to the mechanical added to the mechanical
realizations model realizations model
2 742 762 2128 2235
5 824 844 988 1073
10 672 692 644 689
20 494 514 437 502
50 357 377 313 393
100 256 276 244 324

30
 V. Conclusion

The popular active learning reliability method (called AK-IS) by Echard et al. [19] which is a

combination of kriging metamodeling and importance sampling is used in this paper for the

probabilistic analysis of geotechnical structures involving spatially varying soil properties. More

specifically, the probabilistic model developed in this paper aims at computing the probability of

failure against soil punching of a strip footing resting on a spatially varying soil and subjected to a

vertical load. The soil cohesion and angle of internal friction were modeled by two non-isotropic

non-Gaussian random fields that share an identical square exponential autocorrelation function. The

soil cohesion was modelled by a log-normal distribution and the soil angle of internal friction was

modeled by a beta distribution. EOLE methodology was used for the discretization of the two

random fields.

As is well-known, AK-IS approach has the advantages of both kriging (by using the prediction

mean and prediction variance for the determination of the ‘best’ new candidate sample to be

evaluated by the computationally expensive mechanical model) and importance sampling (for the

generation of samples around the most probable failure point). Indeed, contrary to the active learning

method AK-MCS by Echard et al. [18] combining kriging and Monte Carlo simulations (in which

the learning function is computed via the meta-model for the whole Monte Carlo population for each

added point during the enrichment process), the AK-IS method solves this problem by sampling

around the design point using a much smaller size of the sampling population. This significantly

reduces the computation time.

This paper presents a simple and non-expensive iterative procedure based on kriging

metamodeling for the determination of the design point in the present case of spatially varying soil

properties. The other probabilistic procedure related to the enrichment process is quite similar to that

of the original AK-IS methodology by Echard et al. [19].

31
 The main findings of this study in terms of the obtained numerical probabilistic results can be

summarized as follows:

1. The present AK-IS procedure was shown to be much more efficient than AK-MCS in the

present case of spatially varying soil properties. It provides an accurate value of the failure

probability (i.e. with a small value of the coefficient of variation on this failure probability)

needing a much smaller computation time as compared to AK-MCS. The reduced computation

time results from the fact that the time required by the meta-model (for each added sample) to

perform 500,000 evaluations of the learning function in AK-MCS is more significant than that

required to perform 10,000 evaluations of this learning function in AK-IS. As a conclusion, AK-

IS significantly reduces the computation time compared to AK-MCS. For instance; when

considering the typical case where ax=10m and ay=2m, 12 days (in average) were necessary to

complete the AK-MCS computation, whereas only 3 days were needed in average to perform a

complete calculation using the AK-IS method.

2. The critical realizations at the design point have shown a symmetrical distribution of the soil

shear strength parameters with respect to the central vertical axis of the foundation with a weak

soil zone near the footing.

The main findings and the limitation of this study in terms of the developed methodology can be

summarized as follows:

1. The developed procedure related to the determination of the design point was shown to be a

powerful tool since it can handle complex problems involving spatially varying soil properties

where an analytically-unknown performance function with a quite large number of random

variables (of about 60 random variables) may be involved in the analysis.

2. Similarly to AK-MCS, the AK-IS kriging approach significantly reduces the number of calls to

the mechanical model as compared to the variance reduction techniques usually used in the

32
 geotechnical literature in the case of spatially varying soils. Also, AK-IS approach significantly

reduces the computation time related to the number of the predictions by the meta-model as

compared to AK-MCS. Despite these advantages, AK-IS remains insufficient in the case of very

heterogeneous soils [i.e. when (ax=ay) < 2m] because a large number of calls to the mechanical

model (> 2000 calls) is needed for those cases. More advanced probabilistic approaches are

desired for these configurations.

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